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How illiquidity evolves over time

{name} Model Equation

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Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2245	2.62***
α ARCH Response to squared shocks	0.0700	0.59
β GARCH Volatility persistence	0.8903	42.62***
γ leverage Additional response to negative shocks	1.0000	0.33
δ power Transformation power	1.2302	7.75***

V-Lab

Bitwise XRP ETF APARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Bitwise XRP ETF Analyses